Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078000.6439 | 899582.2401 | 178418.4038 | 25222824.4732 | 26040813.4269 | -817988.9537 |
Total P&L (%) | 1078.0006 | 899.5822 | 178.4184 | 25222.8245 | 26040.8134 | -817.989 |
Avg Daily Profit (%) | 0.5938 | 0.4955 | 0.0983 | 0.3053 | 0.3071 | 0 |
Buy And Hold Return (%) | 637.5687 | 637.5687 | 637.5687 | 637.5687 | 637.5687 | 637.5687 |
Max Trade Drawdown | -95548 | -59994 | -104482 | -41608263 | -28430692 | -28841505 |
Profit Factor | 1.9187 | 2.6285 | 1.2873 | 1.0959 | 1.2125 | 0.9942 |
Total Trades | 513 | 256 | 257 | 513 | 256 | 257 |
Winning Trades | 261 | 123 | 138 | 261 | 123 | 138 |
Losing Trades | 252 | 133 | 119 | 252 | 133 | 119 |
Profitability (%) | 50.8772 | 48.0469 | 53.6965 | 50.8772 | 48.0469 | 53.6965 |
Ratio Avg Win / Avg Loss | 1.8526 | 2.8422 | 1.1101 | 1.0582 | 1.3111 | 0.8573 |
Largest Winning Trade | 230813 | 230813 | 45538 | 21310689 | 21310689 | 12910202 |
Largest Losing Trade | -40466 | -24510 | -40466 | -8426781 | -7396724 | -8426781 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 10812 | 5233 | 5579 | 10812 | 5233 | 5579 |
Profit Streak | 0 | 9.8954 | 0 | 0 | 9.8954 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330073 | -20941 | -225998 | -102977 | 356700 | -579232 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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